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The first Simple Sporadic Groups discovered. 
, 
, 
,
, 
 were discovered in 1861 and 1873 by Mathieu.  Frobenius showed that all the Mathieu groups are
Subgroups of 
.
The Mathieu groups are most simply defined as Automorphism groups of Steiner Systems. 
 corresponds to 
 and 
 corresponds to 
. 
 and 
 are Transitive
Permutation Groups of 11 and 23 elements.
The Orders of the Mathieu groups are

See also Sporadic Group
References
Conway, J. H. and Sloane, N. J. A.  ``The Golay Codes and the Mathieu Groups.''
  Ch. 11 in Sphere Packings, Lattices, and Groups, 2nd ed.
  New York: Springer-Verlag, pp. 299-330, 1993.
 
Rotman, J. J.  Ch. 9 in An Introduction to the Theory of Groups, 4th ed.  New York: Springer-Verlag, 1995.
 
Wilson, R. A.  ``ATLAS of Finite Group Representation.''
http://for.mat.bham.ac.uk/atlas/html/contents.html#spo.